BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES (Q4959965): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(7 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Q203510 / rank
Normal rank
 
Property / author
 
Property / author: Nikolai N. Leonenko / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: Multifractal / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: DLMF / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1406.2920 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5635152 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4359375 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal Formalism for Functions Part I: Results Valid For All Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Old friends revisited: The multifractal nature of some classical functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An improved multifractal formalism and self-similar measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal Formalism for Functions Part II: Self-Similar Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Frisch-Parisi conjecture / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4407625 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3436889 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singularity spectrum of fractal signals from wavelet analysis: Exact results / rank
 
Normal rank
Property / cites work
 
Property / cites work: The multifractal nature of Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3149666 / rank
 
Normal rank
Property / cites work
 
Property / cites work: RÉNYI FUNCTION FOR MULTIFRACTAL RANDOM FIELDS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for multifractal products of geometric stationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detecting multifractal stochastic processes under heavy-tailed effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation of multifractal products of Ornstein–Uhlenbeck type processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fine regularity of Lévy processes and linear (multi)fractional stable motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A pure jump Markov process with a random singularity spectrum / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet-based estimators of scaling behavior / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diverging Moments and Parameter Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4664795 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Non-Scale-Invariant Infinitely Divisible Cascades / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5822308 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the oscillation of the Brownian motion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample path properties of self-similar processes with stationary increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample path properties of ergodic self-similar processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Log-infinitely divisible multifractal processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long Range Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4702173 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power variation for a class of stationary increments Lévy driven moving averages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223075 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3154980 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3579593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(L^p\)-variations for multifractal fractional random walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous cascade models for asset returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Log-normal continuous cascade model of asset returns: aggregation properties and estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical estimation for multiplicative cascades. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal analysis in a mixed asymptotic framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the scaling function of multifractal measures and multifractal random walks using ratios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal products of cylindrical pulses / rank
 
Normal rank
Property / cites work
 
Property / cites work: SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inverse Stable Subordinators / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2963264129 / rank
 
Normal rank

Latest revision as of 09:42, 30 July 2024

scientific article; zbMATH DE number 7188204
Language Label Description Also known as
English
BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES
scientific article; zbMATH DE number 7188204

    Statements

    BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES (English)
    0 references
    0 references
    0 references
    0 references
    7 April 2020
    0 references
    multifractal
    0 references
    self-similar
    0 references
    spectrum of singularities
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers